Question
N3 number of interaction: 100 rho -0.053458 Durbin-Watson statistic (original): 2.00348 , p-value: 3.598e-01 (transformed): NA , p-value: NA coefficients: [1] NA Warning message: In
N3
number of interaction: 100
rho -0.053458
Durbin-Watson statistic
(original): 2.00348 , p-value: 3.598e-01
(transformed): NA , p-value: NA
coefficients:
[1] NA
Warning message:
In cochrane.orcutt(ols_AR_6) : Did not converge
The above is the output in Rstudio. How to interpret "did not converge" related with Cochrane-Orcutt in DW statistic?
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Economics Principles and Policy
Authors: William J. Baumol, Alan S. Blinder
12th edition
978-0538453677, 538453672, 978-0538453622, 538453621, 978-0538453653
